This is the README file for the stochastic volatility with random jumps and two anticipated jumps on EAD (denoted as SVJEJ2 model)

Function files:
1) CFSVJEJ2: The characteristic function of the model
2) DensSVJEJ2: The risk-neutral probability density function (PDF) of log-returns generated by the SVJEJ2 model
3) optbySVJEJ2: European call option prices implied by the SVJEJ2 model
4) rmse_SVJEJ2: The root mean squared error between observed implied volatilities and those implied by the model
5) rmse_SVJEJ: The root mean squared error between observed implied volatilities and those implied by the DJKS (2019) model

Script file:
Calibration: This script file shows how to calibrate the parameters of the SVJEJ2 model to an observed implied volatility curve.
This example is based on artificial W-shaped implied volatility data stored on optiondata.mat.
It also compares the SVJEJ2 model to the DJKS (2019) one in terms of fitting the implied volatility curve.
Finally, it calculates the bimodal PDF generated by the SVJEJ2 model.  